Summary
A fixed place numeric library designed for performance.
All numbers have a fixed 7 decimal places, and the maximum permitted value is +- 99999999999, or just under 100 billion.
The library is safe for concurrent use. It has built-in support for binary and json marshalling.
It is ideally suited for high performance trading financial systems. All common math operations are completed with 0 allocs.
Design Goals
Primarily developed to improve performance in go-trader. Using Fixed rather than decimal.Decimal improves the performance by over 20%, and a lot less GC activity as well. You can review these changes under the 'fixed' branch.
If you review the go-trader code, you will quickly see that I use dot imports for the fixed and common packages. Since this is a "business/user" app and not systems code, this provides 2 major benefits: less verbose code, and I can easily change the implementation of Fixed without changing lots of LOC - just the import statement, and some of the wrapper methods in common.
The fixed.Fixed API uses NaN for reporting errors in the common case, since often code is chained like:
result := someFixed.Mul(NewS("123.50"))
and this would be a huge pain with error handling. Since all operations involving a NaN result in a NaN, any errors quickly surface anyway.
Performance
BenchmarkAddFixed-2 2000000000 0.85 ns/op 0 B/op 0 allocs/op BenchmarkAddDecimal-2 3000000 472 ns/op 400 B/op 10 allocs/op BenchmarkAddBigInt-2 100000000 18.8 ns/op 0 B/op 0 allocs/op BenchmarkAddBigFloat-2 20000000 109 ns/op 48 B/op 1 allocs/op BenchmarkMulFixed-2 200000000 6.14 ns/op 0 B/op 0 allocs/op BenchmarkMulDecimal-2 20000000 96.0 ns/op 80 B/op 2 allocs/op BenchmarkMulBigInt-2 100000000 22.2 ns/op 0 B/op 0 allocs/op BenchmarkMulBigFloat-2 30000000 50.9 ns/op 0 B/op 0 allocs/op BenchmarkDivFixed-2 100000000 19.8 ns/op 0 B/op 0 allocs/op BenchmarkDivDecimal-2 1000000 1206 ns/op 928 B/op 22 allocs/op BenchmarkDivBigInt-2 20000000 67.6 ns/op 48 B/op 1 allocs/op BenchmarkDivBigFloat-2 10000000 148 ns/op 64 B/op 2 allocs/op BenchmarkCmpFixed-2 2000000000 0.28 ns/op 0 B/op 0 allocs/op BenchmarkCmpDecimal-2 100000000 10.8 ns/op 0 B/op 0 allocs/op BenchmarkCmpBigInt-2 200000000 8.10 ns/op 0 B/op 0 allocs/op BenchmarkCmpBigFloat-2 200000000 8.39 ns/op 0 B/op 0 allocs/op BenchmarkStringFixed-2 20000000 76.1 ns/op 32 B/op 1 allocs/op BenchmarkStringNFixed-2 20000000 72.9 ns/op 32 B/op 1 allocs/op BenchmarkStringDecimal-2 5000000 328 ns/op 144 B/op 5 allocs/op BenchmarkStringBigInt-2 10000000 212 ns/op 80 B/op 3 allocs/op BenchmarkStringBigFloat-2 3000000 568 ns/op 272 B/op 8 allocs/op BenchmarkWriteTo-2 20000000 69.9 ns/op 27 B/op 0 allocs/op
The "decimal" above is the common shopspring decimal library
Compatibility with SQL drivers
By default Fixed implements decomposer.Decimal interface for database
drivers that support it. To use sql.Scanner and driver.Valuer
implementation flag sql_scanner must be specified on build.